+193.6%
AMZN vs DDOG
+357.1%
-163.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | +5.6% | -2.9% | +1.3% |
| 30D | +3.4% | -34.9% | +38.3% | +14.1% |
| 3M | +0.1% | -23.4% | +23.5% | +5.1% |
| 6M | +0.6% | -7.7% | +8.4% | -1.5% |
| YTD | +15.9% | +35.6% | -19.8% | -1.8% |
| 1Y | +9.5% | -3.4% | +12.9% | +2.6% |
| 3Y | +86.3% | +78.0% | +8.3% | +39.4% |
| 5Y | +51.7% | -4.4% | +56.2% | +20.9% |
| All | +193.6% | +357.1% | -163.5% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DDOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling